+656.2%
ITOT vs UUUU
-92.8%
+749.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.2% |
| 7D | -0.9% | -10.5% | +9.6% | -0.2% |
| 30D | -1.5% | -10.5% | +9.1% | -0.9% |
| 3M | +3.6% | -14.1% | +17.7% | +4.3% |
| 6M | +13.7% | -35.5% | +49.2% | +16.0% |
| YTD | +12.9% | -10.9% | +23.9% | +12.0% |
| 1Y | +17.2% | +3.4% | +13.8% | +14.1% |
| 3Y | +75.6% | +73.1% | +2.5% | +61.5% |
| 5Y | +75.5% | +87.1% | -11.7% | +57.1% |
| 10Y | +302.0% | +463.0% | -161.1% | +218.8% |
| All | +656.2% | -92.8% | +749.0% | +503.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling